Sounds like your intent is to trade the small orders and if the large one gets filled you just deal with it. But honestly, your preference...
I have to disagree. While I think there are some HFT strategies that are up to no good. I think the majority of HFT cancellation rates are...
I would hope that most HFT firms do not fall victim to the type of spoofing that Sarao did. If they did (for an extended period of time), I'd...
Okay, misread your post then. Thought you were saying HFT is all SIP vs direct. The rest are just non-HFT algos.
I don't get this argument. Does this mean there are no HFT algo's running in futures? Not all HFT is reliant on direct feeds versus SIP. That...
Big money in PFOF. IMO, this is about as riskless as it gets in trading. You know the price the customer is willing to pay, you know how much...
Elcubano. I think the more likely explanation is... Some firm, like Citadel is paying Schwab (as an example) to take their flow. The NBBO is...
The problem here is not HFT firms. The problem is a broken system. The SIP is not working and PFOF should be eliminated. I think the anger is...
Yeah. HFT is riskless. That is why so many HFT firms have folded and many more are far less profitable than they were.
Just to update this thread. After downloading and installing the latest version, it appears to be working now. Thanks AMP and TT.
Ahh. Doesn't Non-Trivial basically mean it is hard?!
Thanks everyone. AMP has reached out to me privately and although I haven't had the opportunity in my schedule, I hope to be able to try the...
I'm not positive, but I believe rebates are taken into consideration with that 52% (or so) win rate. So, if anyone can devise a trading strategy...
Hi AMP_Trading, I received your PM. I can't deal with this during the trading day. The first opportunity I get time after hours, I will....
Source? Their win rate is publicly and clearly posted at somewhere between 52 and 55%. I can't remember the exact percentage right now. Unless...
I was wondering if anyone has had, or has heard of this problem. I downloaded X Trader from Amp to try it out. Installation went fine and I was...
While that isn't good and interesting in of itself. I'm more curious about what happened between the trader and Coastal.
Those court documents are an interesting read. Not sure what happened exactly, but I can't wait to read more.
I think you need to step back and re-evaluate things. If a particular method isn't working, it doesn't mean everything has stopped working..
No kidding. Adapt. Mean reversion kills it right now. Enjoy.
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